uncertainty annihilation

[hyunjimoon]

balancing solution, need, fulfillment uncertainty by creating (annihilating?) counter process

Charlie's evolution-based value chain design and inability of dominant's risk annihilation - I'm curious whether "annihilation" has some reference in the context.

The only useful reference of "annihilation" in the context of "uncertainty" was below from Stahl_Lukas_thesis Capital 2.0 capital formation and legal risk in a new global
economic order from fiat to exit

So what are the fundamental propositions of the five findings?
First with respect to the commuting square. The commuting square is equivalent to a
financial contract. The commuting square is isomorphic to the contingent financial
contract. The contingent financial contract is the fundamental unit of the law and
finance universe.
Second, the commuting triangle. The commuting triangle is isomorphic to the
epistemological and ontological routes to the annihilation of uncertainty. And
morphisms is a diagonal that arbitrages low and high risk derivatives contracts.
Third, shared co-domains. Three approximations of financial reality are determined
by a shared co-domain. P implies a single commuting square that as isomorphic to
the first approximation of the law and finance universe. P square implies chain
complex with markets, jural and political systems to settle uncertainty into certainty.
That is isomorphic to the second approximation and is a risk homological chain
complex. P and P squared meaning pay and not pay as a coproduct assumes
distributivity which implies a ring structure and for our purposes implies a cyclic
matrix called the great cycle of default in variance. The illustration of the first and the
second approximation is a de jure and de facto credit rating agencies correspond to
first and second approximations. So, will it pay or will it not pay?
The fourth is the chain complex. The second approximation of law and finance, the
risk cosmological chain complex of market, judicial and political systems is
essentially a lineal composite structure. The risk homological chain complex is
isomorphic to the shadow banking system, is isomorphic to the actuarial risk curve
and to the risk symmetries framework and therefore to the modern finance theory and
proximate theory of behavioral finance. The resolution of uncertainty to certainty is
composite from infinite contingency to 🚨uncertainty annihilation🚨.
And fifth, the functors as a third approximation of law and finance product universe to
the great cycle of default invariance, i.e. essentially a great cycle of default invariance
is essentially a cyclic group structure. So uncertainty in default are for purposes of
law and finance essentially equivalent in that it is in principle impossible to know
when and how default may be cured except by way of the judicial system and if not
by way of the judicial system then by way of political bailout.
In other words it requires the absence of duty and liability and the presence of liberty and
immunity and the transformation from default invariance to a situation where there is an
absence of duty and liability in the presence of liberty and immunity. And only that will
complete the resolution of uncertainty to certainty transforming from a state of infinite
contingency to uncertainty annihilation of both legal uncertainty and factual uncertainty.

--
I used this word in the context of reflection principle with strong markov property (antimatter analogy)
https://en.wikipedia.org/wiki/Reflection_principle_(Wiener_process)

[hyunjimoon]

cross species: genetic tree from one generation to other generation

[hyunjimoon]

from karlin_🪞reflect.pdf

perhaps reflection principle 2 (retrospecitve anti matter) from above (risk annihilation)
$Pr(X(t) > y, \min_{0 \leq u \leq t} X(u) \leq 0 \mid X(0) = x) = Pr({X(t) < -y, \min_{0 \leq u \leq t} X(u) \leq 0 \mid X(0) = x}) = Pr(X(t) < -y \mid X(0) = x)$

i.e. conditional on state t, past trajectory A and 2X0-A being partial exchangeability may be explained with strong markov property -- which co-opted adaptive seems to show

Below came up in the context of #246 and #100.

In direct adaptation, each improvement directly builds upon previous developments, creating a strictly dependent sequence. Formally, for any time t: ∀t,∄P P(f_(t+1) )≠P(f_(t+1) |f_t ). It states that for all time t, there exists no probability measure P under which future improvements can be independent of the current state. Using Toyota's lean manufacturing: it's claiming that there cannot exist any belief system or perspective where production quality improvements at t+1 could be considered independent of the quality standards at t.
This is a more fundamental statement about dependency than just saying they are dependent - it's saying it's impossible to find any valid way to view them as independent. In Toyota's case, this means: even if different observers assign different probabilities to improvement outcomes, even if different measurement systems are used, even if different time scales are considered, in no universe can certain quality level (f_(t+1)) can be understood without reference to the current quality level (f_t).

Co-opted adaptation is ambivalent. It is both adaptive and exaptive meaning it exhibits both partial dependence and partial exchangeability. where new functions can emerge in different orders while maintaining a core capability. 

• Partial dependence: ∀t ∄P s.t. P(f_(t+1)^2,f_(t+1)^1 )=P(f_(t+1)^1,f_(t+1)^2 |f_t^0 )
  In Tesla example, at time t battery capability enables EV propulsion and home energy storage . Given time t (and moving forward), whether Tesla first started from EV then co-opted home energy or first started from home energy then co-opted EV are partially exchangable. 🚨reflection principle! 🚨.

• Partial exchangeability: ∃t,∀P s.t.  P(f_t^1,f_t^2 |f_t^0 )=P(f_t^2,f_t^1 |f_t^0 )
  The exchangeability manifests in how the market values Tesla at time t: Tesla's valuation depends on the sum of profits from both EV (f_(t+1)^1) and home energy (f_(t+1)^2) markets, conditioned on their core battery capability (f_t^0). The order or specific path through which they achieved this state - whether they: 1) Developed both markets simultaneously, or 2) Developed EV first then home energy, or 3) Developed EV first then home energy becomes irrelevant to the probability measure at time t. What matters at time t, is the sufficient statistic (total earnings from both markets) given the core battery capability, not the historical path of how they got there.
  This is what makes it partially (not fully) exchangeable - while f¹t and f²t are exchangeable given f⁰t, they remain dependent on that core battery capability f⁰t. The market's valuation at time t considers only the current state of both functions operating together, not the sequence of their development.

The fire control example exemplifies full exchangeability through the dynamic interplay between elemental components (natural fire) and human needs (safety). Unlike partially exchangeable systems that depend on a core capability (like Tesla's battery technology), fire control demonstrates complete exchangeability in how needs and elements combine to generate functions. Let's imagine diverse pathways of how fire became a solution  - some societies first observed fire's effects in small instances (like noticing fewer illnesses from cooked food) before widespread adoption, while others were driven by urgent needs (high mortality from raw food) to actively seek solutions. This simultaneity of needs and elements meeting to create functions is key – cooking function emerged from the co-presence of both fire observations and human requirements, not from elements or need alone.